Arbitrage on BLAZED.sh Blog

Flash Loan Arbitrage: How It Works and How to Build It

Wed, 22 Jul 2026 08:33:00 +0000

Arbitrage Without Capital

In the earlier posts of this series we covered how to find arbitrage: triangular arbitrage on Uniswap for the three-pair case, and graph-based detection with Bellman-Ford for cycles of any length. Both posts quietly assumed you already hold the tokens you want to trade with. That assumption is the biggest practical barrier to arbitrage: a 0.5% spread on a 10 ETH trade pays 0.05 ETH, and scaling it means parking serious capital in hot wallets.

Arbitrage Basics: How to Build a Crypto Arbitrage Bot

Tue, 21 Jul 2026 14:26:00 +0000

Welcome Back to Arbitrage Basics

This is part three of our arbitrage series, and it is the one where the math starts running. Part one built a triangular arbitrage checker for Uniswap V2 and walked through pairs, reserves, and the exact getAmountOut formula. Part two generalized detection with graph theory: tokens become vertices, pairs become edges weighted by negative log exchange rates, and Bellman-Ford surfaces profitable cycles of any length as negative cycles. Both posts end at the same place, a function that takes fresh reserves and returns candidate trading loops.

Why MEV Is a Latency Game: The Case for Co-located Ethereum Nodes

Tue, 23 Jun 2026 09:00:00 +0000

Most write-ups about MEV focus on strategy: arbitrage, liquidations, sandwiching, backruns. Strategy is necessary, but it is not what separates a profitable searcher from a spectator. The deciding factor is usually time. By the time a pending transaction reaches you over a public RPC gateway, has been parsed, evaluated, and answered with a fresh state read across the network, the opportunity may already belong to someone closer to the chain. This post is about where those milliseconds go and how co-located node access closes the gap.

Arbitrage Basics: Graph Theory for Multi-Pair Arbitrage Detection

Sun, 22 Jun 2025 10:00:00 +0000

Welcome Back to Arbitrage Basics

In our previous post on triangular arbitrage, we covered 3-pair arbitrage. This time we’ll use graph theory to find arbitrage across any number of trading pairs.

By modeling pairs as a weighted directed graph, we can use Bellman-Ford to detect negative cycles, which correspond directly to profitable arbitrage loops.

Why Graph Theory for Arbitrage?

Traditional triangular arbitrage only checks predefined 3-token paths. But what if profitable opportunities exist across 4, 5, or even 10 different tokens? Manual enumeration becomes computationally expensive and misses complex paths.

Arbitrage Basics: Triangular Arbitrage on Uniswap (With JS Examples)

Sat, 31 May 2025 10:00:00 +0000

Welcome to Arbitrage Basics

This blog post series covers the math, finance, and programming behind arbitrage trading. In this first post, we’ll walk through the basics and write a simple arbitrage script in JS. It won’t generate real profits, but understanding the fundamentals is key before building something that can.

The most basic kind of Arbitrage: Triangular Arbitrage

Triangular arbitrage exploits price discrepancies between three trading pairs to generate profits. Start with ETH, trade it for LINK, then LINK for SHIB, then SHIB back to ETH. If exchange rates are misaligned, you end up with more ETH than you started with. The profit comes from temporary price inefficiencies caused by large trades or slow arbitrage by other traders.